*Date* |
*Speaker* | *Seminar* | *Title* |

Wednesday, September 04, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Dominykas Norgilas**
*UM* |
Financial/Actuarial Mathematics |
Robust approach to pricing of American options |

Wednesday, September 18, 2019 Start: 4:00 PM
Location: 4096 East Hall * |
**Shuoqing Deng**
*UM* |
Financial/Actuarial Mathematics |
Optimal consumption with reference to past spending maximum |

Friday, September 20, 2019 Start: 3:00 PM
Location: 4448 East Hall * |
** Steve Kou**
*Boston University* |
Financial/Actuarial Mathematics |
A Theory of FinTech |

Wednesday, September 25, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Ioannis Karatzas**
*Columbia University* |
Financial/Actuarial Mathematics |
Van Eenam Lecture #2: Conservative Diffusion as Entropic Gradient Flow |

Thursday, September 26, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Ioannis Karatzas**
*Columbia University* |
Financial/Actuarial Mathematics |
Van Eenam Lecture #3: The Harrison-Shepp Equation and some of Its Offspring |

Wednesday, October 02, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Justin Sirignano**
*UIUC* |
Financial/Actuarial Mathematics |
Deep Learning: Applications and Asymptotics |

Wednesday, October 09, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Dave Goldberg**
*Cornell* |
Financial/Actuarial Mathematics |
Beating the curse of dimensionality in options pricing and optimal stopping |

Wednesday, October 30, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Thomas Bernhardt**
*UM* |
Financial/Actuarial Mathematics |
Tontines with bequest |

Wednesday, November 13, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Bin Zou**
*University of Connecticut* |
Financial/Actuarial Mathematics |
Optimal Bookmaking |

Wednesday, November 20, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Nicolas Hernandez**
*UM* |
Financial/Actuarial Mathematics |
An adverse selection approach to power pricing |

Wednesday, December 11, 2019 Start: 4:00 PM
Location: 1360 East Hall |
**Bahman Angoshtari**
*University of Washington* |
Financial/Actuarial Mathematics |
Optimal Consumption under Habit Formation Constraints |

Wednesday, January 08, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Ruoyu Wu**
*UM* |
Financial/Actuarial Mathematics |
Mean field interaction on random graphs with dynamically changing multi-color edges |

Wednesday, January 15, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Gabriel Khan**
*UM* |
Financial/Actuarial Mathematics |
The Regularity of Pseudo-Arbitrages: PROBLEMS |

Wednesday, January 22, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Xiaoqing Liang**
*Visiting Scholar at UM* |
Financial/Actuarial Mathematics |
Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance |

Wednesday, January 29, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Daniel Lacker**
*Columbia University* |
Financial/Actuarial Mathematics |
Inverting the Markovian projection, with an application to local stochastic volatility models |

Wednesday, February 12, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Diogo Gomes**
*KAUST* |
Financial/Actuarial Mathematics |
A price formation mean-field game model. |

Wednesday, February 19, 2020 Start: 4:00 PM
Location: 4096 East Hall * |
**Xin Zhang**
*UM* |
Financial/Actuarial Mathematics |
Finite-Time 4-Expert Prediction Problem |

Wednesday, February 26, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Leo Neufcourt**
*MSU* |
Financial/Actuarial Mathematics |
Continuous expansion of a filtration with a stochastic process: the information drift. |

Wednesday, March 11, 2020 Start: 4:00 PM
Location: 1360 East Hall |
**Wenpin Tang**
*UCLA* |
Financial/Actuarial Mathematics |
Rank-dependent diffusions and PDEs |

Wednesday, April 01, 2020 Start: 4:00 PM
Location: https://bluejeans.com/285526482 East Hall * |
**Asaf Cohen**
*UM* |
Financial/Actuarial Mathematics |
On singular control problems, the time-stretching method, and the weak-M1 topology |

Wednesday, April 08, 2020 Start: 4:00 PM
Location: https://bluejeans.com/285526482 East Hall * |
**Alexandros Saplaouras**
*UM* |
Financial/Actuarial Mathematics |
Stability of (F)BSDEs under MÃ©min's framework |

Wednesday, April 15, 2020 Start: 4:00 PM
Location: https://bluejeans.com/285526482 East Hall * |
**Gaoyue Guo**
*UM* |
Financial/Actuarial Mathematics |
POSTPONED |

Wednesday, April 22, 2020 Start: 3:00 PM
Location: https://bluejeans.com/608683530 East Hall * |
**Suman Chakraborty**
*UM* |
Financial/Actuarial Mathematics |
Bootstrap Percolation: Exposition and Some Applications |

Wednesday, September 23, 2020 Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual * |
** Tao Chen**
*UM* |
Financial/Actuarial Mathematics |
Adaptive Robust Stochastic Control |

Wednesday, September 30, 2020 Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual * |
**Wei Yan**
*UM* |
Financial/Actuarial Mathematics |
Time inconsistent optimal control problem and related issues |

Wednesday, October 07, 2020 Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual * |
**Prakash Chakraborty**
*UM* |
Financial/Actuarial Mathematics |
Quenched asymptotics for the parabolic Anderson model with rough spatial noise |

Wednesday, October 14, 2020 Start: 4:00 PM
Location: passcode: 790109, https://umich.zoom.us/j/95407665241 Virtual * |
**Ibrahim Ekren**
*FSU* |
Financial/Actuarial Mathematics |
Information Asymmetry and Optimal Transport |

Wednesday, October 21, 2020 Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual * |
**Indrajit Mitra**
*Federal Reserve Bank of Atlanta* |
Financial/Actuarial Mathematics |
Time-varying Unemployment Benefits |

Wednesday, October 28, 2020 Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual * |
**Xin Zhang**
*UM* |
Financial/Actuarial Mathematics |
Embedding of Walsh Brownian motion |

Wednesday, November 04, 2020 Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual * |
**Yan Dolinsky**
*University of Jerusalem* |
Financial/Actuarial Mathematics |
Stochastic Stability for the Utility Maximization Problem |

Wednesday, November 11, 2020 Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual * |
**Ruoyu Wu**
*Iowa State* |
Financial/Actuarial Mathematics |
Graphon mean field systems: large population and long time limits |

Wednesday, November 18, 2020 Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual * |
**Bahman Angoshtari**
*University of Miami* |
Financial/Actuarial Mathematics |
Optimal Consumption under a Habit-Formation Constraint Based on Average Past Consumption |

Wednesday, December 09, 2020 Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual * |
**Zhenhua Wang**
*UM* |
Financial/Actuarial Mathematics |
The Coin-turning Walk and Its Scaling Limit |